+160.2%
CRL vs ESTC
+23.0%
+137.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.2% | +5.6% | +7.2% |
| 7D | -6.1% | -11.5% | +5.4% | -2.9% |
| 30D | +12.4% | -7.5% | +19.9% | +14.8% |
| 3M | +27.1% | +23.1% | +4.1% | +18.7% |
| 6M | +85.7% | +75.3% | +10.4% | +55.7% |
| YTD | +69.2% | +14.1% | +55.1% | +57.9% |
| 1Y | +97.5% | -0.6% | +98.1% | +90.0% |
| 3Y | +86.1% | +20.8% | +65.3% | +55.2% |
| 5Y | -10.0% | -48.8% | +38.7% | -10.9% |
| All | +160.2% | +23.0% | +137.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling